Portfolio

Portfolio Image

Paper Stocks

Created by: OmniVest
Date Created: 5/17/2016

Return:

-12%

ROAI:

-31%

Stability:

 
42

Consistency:

 
50
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
SELECT Portfolio

Both
Short
Stocks
Swing Trading


How This Portfolio was Built:
#Strategies: 132 Optimize On: CAR #Filtered Strategies: 10 Filter On: CAR Min Volume: 100000 Min Price: $5.00 Over: 01/01/2012 - 12/31/2015
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
TLB1-Both-PAPER-GLTGLTLong20.00 %104475/3/2024 9:30:00 AM$1.69$1.66-1.78 %Paper
WT1-Both-PAPER-GLTGLTLong20.00 %103505/10/2024 9:30:00 AM$1.73$1.66-4.05 %Paper
TLB9-Both-PAPER-GLTGLTShort20.00 %104735/13/2024 9:30:00 AM$1.65$1.66-0.61 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
6/22/2023 - 6/21/2024
52.4%
-11.8%
-31.4%
19.9%
14.0%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

-0.6
5.3
20.0%
37.8%
$88,150

Historical Positions
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
MERCR7-Both-PAPER-MERC19.98 %1901Long$9.22$9.20-0.22 %
6/4/2024 9:30:00 AM
6/04/24 9:30:00
6/7/2024 9:30:00 AM
6/07/24 9:30:00
Paper
MERCR5-Both-PAPER-MERC19.99 %1859Long$9.50$9.20-3.16 %
6/3/2024 9:30:00 AM
6/03/24 9:30:00
6/7/2024 9:30:00 AM
6/07/24 9:30:00
Paper
MERCR7-Both-PAPER-MERC20.00 %1837Long$9.53$10.126.19 %
5/21/2024 9:30:00 AM
5/21/24 9:30:00
5/28/2024 9:30:00 AM
5/28/24 9:30:00
Paper
GLTTLB5-Both-PAPER-GLT20.00 %10447Long$1.69$1.690.00 %
5/3/2024 9:30:00 AM
5/03/24 9:30:00
5/17/2024 9:30:00 AM
5/17/24 9:30:00
Paper
GLTTLB4-Both-PAPER-GLT20.00 %10447Long$1.69$1.742.96 %
5/3/2024 9:30:00 AM
5/03/24 9:30:00
5/15/2024 9:30:00 AM
5/15/24 9:30:00
Paper
MERCTLB8-Both-PAPER-MERC19.99 %1843Short$9.80$9.97-1.73 %
4/9/2024 9:30:00 AM
4/09/24 9:30:00
4/24/2024 9:30:00 AM
4/24/24 9:30:00
Paper
CLWR1-Both-PAPER-CLW19.97 %439Long$40.41$40.12-0.72 %
4/12/2024 9:30:00 AM
4/12/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.94 %441Long$40.68$40.12-1.38 %
4/11/2024 9:30:00 AM
4/11/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.98 %433Long$41.99$40.12-4.45 %
4/8/2024 9:30:00 AM
4/08/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.95 %429Long$42.24$40.12-5.02 %
4/5/2024 9:30:00 AM
4/05/24 9:30:00
4/22/2024 9:30:00 AM
4/22/24 9:30:00
Paper
GLTR11-Both-PAPER-GLT20.00 %9978Long$1.84$1.80-2.17 %
3/21/2024 9:30:00 AM
3/21/24 9:30:00
3/22/2024 9:30:00 AM
3/22/24 9:30:00
Paper
GLTR6-Both-PAPER-GLT20.00 %9978Long$1.84$1.80-2.17 %
3/21/2024 9:30:00 AM
3/21/24 9:30:00
3/22/2024 9:30:00 AM
3/22/24 9:30:00
Paper
GLTR1-Both-PAPER-GLT20.00 %9978Long$1.84$1.80-2.17 %
3/21/2024 9:30:00 AM
3/21/24 9:30:00
3/22/2024 9:30:00 AM
3/22/24 9:30:00
Paper
MERCR7-Both-PAPER-MERC19.99 %1961Long$9.07$9.696.84 %
3/19/2024 9:30:00 AM
3/19/24 9:30:00
3/21/2024 9:30:00 AM
3/21/24 9:30:00
Paper
MERCR5-Both-PAPER-MERC19.99 %1966Long$9.22$9.695.10 %
3/15/2024 9:30:00 AM
3/15/24 9:30:00
3/21/2024 9:30:00 AM
3/21/24 9:30:00
Paper
GLTTLB1-Both-PAPER-GLT20.00 %8779Long$2.14$1.79-16.36 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
3/18/2024 9:30:00 AM
3/18/24 9:30:00
Paper
MERCVBX1-Both-PAPER-MERC19.99 %2076Short$9.18$10.01-9.04 %
3/1/2024 9:30:00 AM
3/01/24 9:30:00
3/11/2024 9:30:00 AM
3/11/24 9:30:00
Paper
CLWVBX1-Both-PAPER-CLW19.94 %501Short$37.40$38.61-3.24 %
2/26/2024 9:30:00 AM
2/26/24 9:30:00
2/29/2024 9:30:00 AM
2/29/24 9:30:00
Paper
CLWVBX1-Both-PAPER-CLW19.97 %556Short$33.91$38.82-14.48 %
2/21/2024 9:30:00 AM
2/21/24 9:30:00
2/23/2024 9:30:00 AM
2/23/24 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.98 %581Short$33.66$33.231.28 %
2/13/2024 9:30:00 AM
2/13/24 9:30:00
2/14/2024 9:30:00 AM
2/14/24 9:30:00
Paper
GLTTLB5-Both-PAPER-GLT20.00 %8779Long$2.14$2.150.47 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
2/14/2024 9:30:00 AM
2/14/24 9:30:00
Paper
GLTTLB4-Both-PAPER-GLT20.00 %8779Long$2.14$2.150.47 %
2/9/2024 9:30:00 AM
2/09/24 9:30:00
2/13/2024 9:30:00 AM
2/13/24 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.97 %577Long$33.15$33.982.50 %
2/5/2024 9:30:00 AM
2/05/24 9:30:00
2/8/2024 9:30:00 AM
2/08/24 9:30:00
Paper
IPR7-Both-PAPER-IP19.98 %564Long$34.02$33.98-0.12 %
2/2/2024 9:30:00 AM
2/02/24 9:30:00
2/8/2024 9:30:00 AM
2/08/24 9:30:00
Paper
IPR10-Both-PAPER-IP19.96 %513Long$36.61$37.833.33 %
1/24/2024 9:30:00 AM
1/24/24 9:30:00
1/26/2024 9:30:00 AM
1/26/24 9:30:00
Paper
IPR6-Both-PAPER-IP19.96 %513Long$36.61$37.833.33 %
1/24/2024 9:30:00 AM
1/24/24 9:30:00
1/26/2024 9:30:00 AM
1/26/24 9:30:00
Paper
IPR4-Both-PAPER-IP19.96 %513Long$36.61$37.833.33 %
1/24/2024 9:30:00 AM
1/24/24 9:30:00
1/26/2024 9:30:00 AM
1/26/24 9:30:00
Paper
IPR1-Both-PAPER-IP19.96 %513Long$36.61$37.833.33 %
1/24/2024 9:30:00 AM
1/24/24 9:30:00
1/26/2024 9:30:00 AM
1/26/24 9:30:00
Paper
IPR7-Both-PAPER-IP19.97 %509Long$36.31$37.834.19 %
1/22/2024 9:30:00 AM
1/22/24 9:30:00
1/26/2024 9:30:00 AM
1/26/24 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.95 %545Long$34.51$34.15-1.04 %
1/16/2024 9:30:00 AM
1/16/24 9:30:00
1/23/2024 9:30:00 AM
1/23/24 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.96 %543Long$35.20$34.15-2.98 %
1/12/2024 9:30:00 AM
1/12/24 9:30:00
1/23/2024 9:30:00 AM
1/23/24 9:30:00
Paper
IPHCT1-Both-PAPER-IP19.96 %516Long$36.18$36.661.33 %
1/3/2024 9:30:00 AM
1/03/24 9:30:00
1/19/2024 9:30:00 AM
1/19/24 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.97 %512Long$36.37$36.570.55 %
12/29/2023 9:30:00 AM
12/29/23 9:30:00
1/3/2024 9:30:00 AM
1/03/24 9:30:00
Paper
IPR7-Both-PAPER-IP19.97 %543Long$36.63$36.18-1.23 %
12/22/2023 9:30:00 AM
12/22/23 9:30:00
1/3/2024 9:30:00 AM
1/03/24 9:30:00
Paper
GLTR6-Both-PAPER-GLT20.00 %11302Short$1.79$1.94-8.38 %
12/22/2023 9:30:00 AM
12/22/23 9:30:00
1/2/2024 9:30:00 AM
1/02/24 9:30:00
Paper
GLTR2-Both-PAPER-GLT20.00 %11302Short$1.79$1.94-8.38 %
12/22/2023 9:30:00 AM
12/22/23 9:30:00
1/2/2024 9:30:00 AM
1/02/24 9:30:00
Paper
GLTR14-Both-PAPER-GLT20.00 %11302Short$1.79$1.94-8.38 %
12/22/2023 9:30:00 AM
12/22/23 9:30:00
12/29/2023 9:30:00 AM
12/29/23 9:30:00
Paper
GLTR14-Both-PAPER-GLT20.00 %12309Short$1.61$1.581.86 %
12/18/2023 9:30:00 AM
12/18/23 9:30:00
12/19/2023 9:30:00 AM
12/19/23 9:30:00
Paper
MERCTLB8-Both-PAPER-MERC19.99 %2010Short$9.63$9.422.18 %
11/27/2023 9:30:00 AM
11/27/23 9:30:00
12/15/2023 9:30:00 AM
12/15/23 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.99 %553Long$35.38$36.553.31 %
11/29/2023 9:30:00 AM
11/29/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.96 %544Long$35.54$36.552.84 %
11/24/2023 9:30:00 AM
11/24/23 9:30:00
12/4/2023 9:30:00 AM
12/04/23 9:30:00
Paper
GLTTLB1-Both-PAPER-GLT20.00 %12373Long$1.50$1.606.67 %
10/25/2023 9:30:00 AM
10/25/23 9:30:00
11/3/2023 9:30:00 AM
11/03/23 9:30:00
Paper
CLWVBX1-Both-PAPER-CLW19.96 %562Long$34.23$34.791.64 %
10/26/2023 9:30:00 AM
10/26/23 9:30:00
10/30/2023 9:30:00 AM
10/30/23 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.98 %592Long$32.73$33.351.89 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/30/2023 9:30:00 AM
10/30/23 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.97 %551Long$34.71$34.790.23 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/30/2023 9:30:00 AM
10/30/23 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.97 %551Long$34.71$34.790.23 %
10/24/2023 9:30:00 AM
10/24/23 9:30:00
10/30/2023 9:30:00 AM
10/30/23 9:30:00
Paper
CLWWT1-Both-PAPER-CLW19.94 %535Long$36.97$33.74-8.74 %
8/30/2023 9:30:00 AM
8/30/23 9:30:00
10/25/2023 9:30:00 AM
10/25/23 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.97 %541Long$35.88$36.251.03 %
9/27/2023 9:30:00 AM
9/27/23 9:30:00
9/28/2023 9:30:00 AM
9/28/23 9:30:00
Paper
IPR11-Both-PAPER-IP19.94 %573Long$34.30$34.640.99 %
9/22/2023 9:30:00 AM
9/22/23 9:30:00
9/26/2023 9:30:00 AM
9/26/23 9:30:00
Paper
GLTTLB1-Both-PAPER-GLT20.00 %8296Long$2.41$2.00-17.01 %
9/15/2023 9:30:00 AM
9/15/23 9:30:00
9/26/2023 9:30:00 AM
9/26/23 9:30:00
Paper
MERCTLB9-Both-PAPER-MERC19.99 %2193Short$9.17$9.021.64 %
9/1/2023 9:30:00 AM
9/01/23 9:30:00
9/18/2023 9:30:00 AM
9/18/23 9:30:00
Paper
CLWR1-Both-PAPER-CLW19.95 %567Long$35.03$35.481.28 %
9/13/2023 9:30:00 AM
9/13/23 9:30:00
9/15/2023 9:30:00 AM
9/15/23 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.96 %565Long$35.31$35.480.48 %
9/11/2023 9:30:00 AM
9/11/23 9:30:00
9/15/2023 9:30:00 AM
9/15/23 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.96 %570Long$35.02$35.481.31 %
9/8/2023 9:30:00 AM
9/08/23 9:30:00
9/15/2023 9:30:00 AM
9/15/23 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.96 %570Long$35.02$35.491.34 %
9/8/2023 9:30:00 AM
9/08/23 9:30:00
9/12/2023 9:30:00 AM
9/12/23 9:30:00
Paper
MERCTLB8-Both-PAPER-MERC19.99 %2555Short$8.15$9.16-12.39 %
8/9/2023 9:30:00 AM
8/09/23 9:30:00
8/30/2023 9:30:00 AM
8/30/23 9:30:00
Paper
GLTTLB9-Both-PAPER-GLT20.00 %6135Short$3.22$2.2231.06 %
7/11/2023 9:30:00 AM
7/11/23 9:30:00
8/25/2023 9:30:00 AM
8/25/23 9:30:00
Paper
IPR8-Both-PAPER-IP19.99 %582Long$35.86$34.42-4.02 %
8/10/2023 9:30:00 AM
8/10/23 9:30:00
8/21/2023 9:30:00 AM
8/21/23 9:30:00
Paper
IPR7-Both-PAPER-IP19.99 %582Long$35.86$34.42-4.02 %
8/10/2023 9:30:00 AM
8/10/23 9:30:00
8/21/2023 9:30:00 AM
8/21/23 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.98 %574Short$34.52$36.39-5.42 %
7/27/2023 9:30:00 AM
7/27/23 9:30:00
8/7/2023 9:30:00 AM
8/07/23 9:30:00
Paper
GLTR14-Both-PAPER-GLT20.00 %5853Short$3.35$3.40-1.49 %
7/18/2023 9:30:00 AM
7/18/23 9:30:00
7/26/2023 9:30:00 AM
7/26/23 9:30:00
Paper
CLWR6-Both-PAPER-CLW19.98 %632Short$31.37$32.57-3.83 %
7/6/2023 9:30:00 AM
7/06/23 9:30:00
7/12/2023 9:30:00 AM
7/12/23 9:30:00
Paper
CLWR2-Both-PAPER-CLW19.98 %632Short$31.37$32.57-3.83 %
7/6/2023 9:30:00 AM
7/06/23 9:30:00
7/12/2023 9:30:00 AM
7/12/23 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailHCT1-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR10-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR10-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR10-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR10-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR10-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR11-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR12-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR12-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR12-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR13-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR13-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR13-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR13-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR13-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR14-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR14-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR14-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR14-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR1-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR2-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR3-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR4-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR5-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR6-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR7-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR7-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR7-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR7-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR7-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailR8-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailR9-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailR9-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailR9-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB10-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB10-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB1-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB1-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB1-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB1-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB2-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB3-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB3-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB3-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB4-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB4-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB4-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB4-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB5-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB5-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB5-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB6-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB6-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB7-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB7-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB8-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB9-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB9-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB9-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB9-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailTLB9-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-IPn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailVBX1-Both-PAPER-UFSn/an/an/an/an/an/an/an/an/a
100%ThumbnailVP1-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailVP1-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailVP1-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
100%ThumbnailVP2-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-CLWn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-FBRn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-GLTn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-KSn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-MERCn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-NPn/an/an/an/an/an/an/an/an/a
100%ThumbnailWT1-Both-PAPER-RFPn/an/an/an/an/an/an/an/an/a
Lists Used
List NameDescriptionDynamic List
PAPER-CLWGroup: PAPER-CLWNo
PAPER-FBRGroup: PAPER-FBRNo
PAPER-GLTGroup: PAPER-GLTNo
PAPER-IPGroup: PAPER-IPNo
PAPER-KSGroup: PAPER-KSNo
PAPER-MERCGroup: PAPER-MERCNo
PAPER-NPGroup: PAPER-NPNo
PAPER-RFPGroup: PAPER-RFPNo
PAPER-UFSGroup: PAPER-UFSNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 5/17/2016
 
Back Test: 1/1/2012 to 12/31/2015
 
Forward Test: 12/31/2015 to 5/17/2016
 
Max Draw Down: 19.9%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 20%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 5.3
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
PAPER
Goal:
20%
NumStrategies:
5
Optimize On:
CAR
Filter Limit:
10
Filter On:
CAR
Direction:
Both
Min Volume:
100,000
Min Price:
$5.00
Sim Start Date:
1/1/2012
Sim End Date:
12/31/2015
Date Created:
5/17/2016
Approach Breakout:
No
Approach RTM:
Yes
Approach Swing:
Yes
Approach Trending:
No

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
86
65%
Volatile, Trending Markets
Swing:
46
35%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets